daarem

Damped Anderson Acceleration with Epsilon Monotonicity for Accelerating EM-Like Monotone Algorithms

Implements the DAAREM method for accelerating the convergence of slow, monotone sequences from smooth, fixed-point iterations such as the EM algorithm. For further details about the DAAREM method. see Henderson, N.C. and Varadhan, R. (2018) <arXiv:1803.06673>.

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Description file content

Package
daarem
Type
Package
Title
Damped Anderson Acceleration with Epsilon Monotonicity for Accelerating EM-Like Monotone Algorithms
Version
0.3
Date
2019-02-10
Maintainer
Nicholas Henderson
Imports
stats, utils
Description
Implements the DAAREM method for accelerating the convergence of slow, monotone sequences from smooth, fixed-point iterations such as the EM algorithm. For further details about the DAAREM method. see Henderson, N.C. and Varadhan, R. (2018) .
License
GPL-2
Encoding
UTF-8
LazyData
true
NeedsCompilation
no
Packaged
2019-02-09 22:29:33 UTC; nhenders
Author
Nicholas Henderson [cre, aut], Ravi Varadhan [aut]
Repository
CRAN
Date/Publication
2019-02-09 23:26:59 UTC

install.packages('daarem')

0.3

4 months ago

Nicholas Henderson

GPL-2

Imports

stats, utils

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